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Terreno Realty Corporation TRNO

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-11-13T01:41:25.403Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003913827Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:41:24.504445+00:00

Share price$66.53
1D-1.1%
AH$66.47$66.69$66.91$67.12$67.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRNO
Sold putSold callAH

Terreno Realty Corporation options

Live interpolated TRNO call and put midpoint premiums by absolute delta.Terreno Realty Corporation$2.38$3.41$4.43$5.46$6.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETRNO PRICE$2.50$2.95$3.41$3.87$4.33$4.78$5.24$5.70$6.16$4.70$6.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ69.9645.3%8.9%
45Δ68.9643.5%8.1%
50Δ67.9641.8%7.3%
55Δ66.9540.0%6.5%
60Δ65.9538.3%5.6%
65Δ64.9536.5%4.8%
70Δ63.9534.8%4.0%
75Δ62.9533.0%3.2%70.7724.5%0.7%
80Δ61.9531.3%2.4%72.4126.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
69.96
IV
45.3%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
68.96
IV
43.5%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
67.96
IV
41.8%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
66.95
IV
40.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
65.95
IV
38.3%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
64.95
IV
36.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
63.95
IV
34.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
62.95
IV
33.0%
B/E move
3.2%
Puts
Pseudo strike
70.77
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
61.95
IV
31.3%
B/E move
2.4%
Puts
Pseudo strike
72.41
IV
26.8%
B/E move
0.5%

Options history

IV · four-Friday blend27.10%
Daily EOD
TRNO25.1%26.9%28.6%2026-10-19: 25.37%2026-10-20: 26.07%2026-10-21: 27.33%2026-10-22: 27.35%2026-10-23: 27.05%2026-10-26: 27.40%2026-10-27: 28.36%2026-10-28: 27.82%2026-10-29: 27.02%2026-10-30: 27.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.37%
26.07%
27.33%
27.35%
27.05%
27.40%
28.36%
27.82%
27.02%
27.10%